CME British Pound Future March 2021

Trading Metrics calculated at close of trading on 19-Nov-2020

Day Change Summary
	Previous	Current
	18-Nov-2020	19-Nov-2020	Change	Change %	Previous Week
Open	1.3268	1.3252	-0.0016	-0.1%	1.3190
High	1.3323	1.3286	-0.0037	-0.3%	1.3328
Low	1.3256	1.3208	-0.0048	-0.4%	1.3119
Close	1.3294	1.3267	-0.0027	-0.2%	1.3189
Range	0.0067	0.0078	0.0011	16.4%	0.0209
ATR	0.0115	0.0113	-0.0002	-1.8%	0.0000
Volume	235	413	178	75.7%	1,570

Daily Pivots for day following 19-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3488	1.3455	1.3310
R3	1.3410	1.3377	1.3288
R2	1.3332	1.3332	1.3281
R1	1.3299	1.3299	1.3274	1.3316
PP	1.3254	1.3254	1.3254	1.3262
S1	1.3221	1.3221	1.3260	1.3238
S2	1.3176	1.3176	1.3253
S3	1.3098	1.3143	1.3246
S4	1.3020	1.3065	1.3224

Weekly Pivots for week ending 13-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3839	1.3723	1.3304
R3	1.3630	1.3514	1.3246
R2	1.3421	1.3421	1.3227
R1	1.3305	1.3305	1.3208	1.3259
PP	1.3212	1.3212	1.3212	1.3189
S1	1.3096	1.3096	1.3170	1.3050
S2	1.3003	1.3003	1.3151
S3	1.2794	1.2887	1.3132
S4	1.2585	1.2678	1.3074

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3323	1.3122	0.0201	1.5%	0.0077	0.6%	72%	False	False	426
10	1.3328	1.3106	0.0222	1.7%	0.0092	0.7%	73%	False	False	342
20	1.3328	1.2865	0.0463	3.5%	0.0111	0.8%	87%	False	False	256
40	1.3328	1.2702	0.0626	4.7%	0.0115	0.9%	90%	False	False	245

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3618
2.618	1.3490
1.618	1.3412
1.000	1.3364
0.618	1.3334
HIGH	1.3286
0.618	1.3256
0.500	1.3247
0.382	1.3238
LOW	1.3208
0.618	1.3160
1.000	1.3130
1.618	1.3082
2.618	1.3004
4.250	1.2877

Fisher Pivots for day following 19-Nov-2020
Pivot	1 day	3 day
R1	1.3260	1.3266
PP	1.3254	1.3265
S1	1.3247	1.3265

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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